I am currently compiling a list of the most basic strategies used in algorithmic trading.

• Trend Following (+Momentum)

  • MA Cross

  • EMA Cross

  • MACD (ingpawat)

  • RSI / LRSI (Mike_Trdw)

  • New Low or High

  • ATR (Away-Box793)

  • VWAP

• Seasonal

  • Sell in May and Stay away

• Mean Reversion (Mike_Trdw)

  • Mean Reversion To Trend

  • Mean Reversion in Range (The-Goat-Trader)

  • Reverting Market (The-Goat-Trader)

• Momentum Rotation (Tactical Allocation) (The-Goat-Trader)

• Grid Trading (Mike_Trdw)

• Arbitrage

• Offset Trades / Trading Pairs

• Index fund rebalancing

• Market timing

• Scalping

• Price Pattern / Candle Stick

• Price Forecasting

  • Neural Networks

• News-based

• Market Sentiment

• Trend line

  • Break

  • Bounce

• Standard SMA

  • break (SMA 20D, 50D, 100D, 150D, 200D)

  • bounce

• Range Breakout

  • Open Range Break Out

  • Horizontal Compression Breakout

  • Wedge Compression Breakout

• Options

  • Covered calls (Chuyito)

  • "The Wheel" on LargeCaps (faancy5050)

  • Short Iron Condor on SPY 0DTEs (faancy5050)

  • Long Straddle or Long Strangle on any earnings (faancy5050)

• Smart Money Concepts (good read, Franco_Love)

• "Martingale" (reckless_homicide)

  • Me: It is risky but it is a classic and basic strategy for you to play with. There are good papers on it too, so it made the list.

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• BT_2112 mentioned that most of those strategies can profit from applying those on multiple timeframes simultanously. Since I do this too when it comes to my manual trading, I can see how this can be a very good improvement/factor when it comes to algorithmic trading.

• EntrepreV Just dropped the content bomb on us. He mentioned the paper 151 Trading Strategies which is just 370 pages of 151 trading strategies explained including formulas and stuff. I have yet to start reading, but I guess, if you want to have some more strategies to choose from, this might take home the whole cake. Many thanks!

• disaster_story_69 Mentioned having a visit of Trading Views library of pine scripts. I took a look, and it looks like a ton of content one can mine, especially if the pine scripts open source.

  • Link to the library (filter = strategies): https://www.tradingview.com/scripts/?script_type=strategies

  • Link to the editor's picks (filter = strategies): https://www.tradingview.com/scripts/editors-picks/?script_type=strategies

  • While some is noise, some others look like driving legit strategies

• artemiusgreat mentioned several sites dedicated to algorithmic trading (I briefly checked the costs)

  • Free: MQL5 Codebase: https://www.mql5.com/en/code/mt5/experts

  • 600$-1200$/year:

    • Papers with backtests: https://paperswithbacktest.com/

    • Quantpedia: https://quantpedia.com/screener

    • QC codebase: https://www.quantconnect.com/research/

• The-Goat-Trader (got his comment removed for unknown reasons) mentioned Momentum Rotation and pointed to the sources Gary Antonacci GEM, Ned Davis or Meb Faber 3-Way Model, Andreas Clenow for further informations.

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If you want to add to the list, just drop a comment and I will edit the post and add it together with an honorary mention of your username. (If two suggest the same strategy twice, time of comment will be the deciding factor).

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I simply want to implement different strategies and see which is performing which way to test my software and also broaden my knowledge.

Thanks for participating!